MCX
Multi Commodity Exchange
Historical option data for MCX
29 Apr 2026 10:11 AM IST
| MCX 26-May-2026 (27d) 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.03
Theta: -2.26
Gamma: 0.00106
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 2933.00 | 213.5 | 14.75 | 41 | 403 | 31 | 571 | |||||||||
| 28 Apr | 2898.00 | 196.2 | 32.19999999999999 | 42.41 | 1,220 | -103 | 539 | |||||||||
| 27 Apr | 2830.00 | 164.7 | 30 | 44.33 | 1,169 | 86 | 645 | |||||||||
| 24 Apr | 2760.90 | 135 | -17.05000000000001 | 45.06 | 698 | 197 | 545 | |||||||||
| 23 Apr | 2791.40 | 152.2 | 1.5 | 44.4 | 475 | 76 | 347 | |||||||||
| 22 Apr | 2783.20 | 151 | -25.900000000000006 | 44.13 | 329 | 96 | 271 | |||||||||
| 21 Apr | 2825.60 | 177 | -17.849999999999994 | 44.26 | 121 | 33 | 174 | |||||||||
| 20 Apr | 2859.10 | 193.15 | -5.400000000000006 | 44.61 | 128 | -15 | 140 | |||||||||
| 17 Apr | 2856.10 | 198.95 | -12.800000000000011 | 42.87 | 206 | 31 | 155 | |||||||||
| 16 Apr | 2862.20 | 211.75 | 0.6500000000000057 | 44.65 | 78 | 4 | 124 | |||||||||
| 15 Apr | 2851.10 | 207 | 41.400000000000006 | 44.64 | 150 | 36 | 120 | |||||||||
|
|
||||||||||||||||
| 13 Apr | 2765.60 | 166.85 | 42.64999999999999 | 44.75 | 90 | 13 | 83 | |||||||||
| 10 Apr | 2669.40 | 123.2 | -2.700000000000003 | 44.96 | 68 | 45 | 70 | |||||||||
| 9 Apr | 2657.50 | 125.9 | 29.55 | 44.94 | 17 | 10 | 24 | |||||||||
| 8 Apr | 2596.30 | 96.35 | 13.35 | 42.89 | 10 | 5 | 13 | |||||||||
| 7 Apr | 2541.90 | 83 | -12.35 | 44.66 | 5 | 0 | 8 | |||||||||
For Multi Commodity Exchange - strike price 2800 expiring on 26MAY2026
Delta for 2800 CE is 0.69
Historical price for 2800 CE is as follows
On 29 Apr MCX was trading at 2933.00. The strike last trading price was 213.5, which was 14.75 higher than the previous day. The implied volatity was 41, the open interest changed by 31 which increased total open position to 571
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 196.2, which was 32.19999999999999 higher than the previous day. The implied volatity was 42.41, the open interest changed by -103 which decreased total open position to 539
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 164.7, which was 30 higher than the previous day. The implied volatity was 44.33, the open interest changed by 86 which increased total open position to 645
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 135, which was -17.05000000000001 lower than the previous day. The implied volatity was 45.06, the open interest changed by 197 which increased total open position to 545
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 152.2, which was 1.5 higher than the previous day. The implied volatity was 44.4, the open interest changed by 76 which increased total open position to 347
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 151, which was -25.900000000000006 lower than the previous day. The implied volatity was 44.13, the open interest changed by 96 which increased total open position to 271
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 177, which was -17.849999999999994 lower than the previous day. The implied volatity was 44.26, the open interest changed by 33 which increased total open position to 174
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 193.15, which was -5.400000000000006 lower than the previous day. The implied volatity was 44.61, the open interest changed by -15 which decreased total open position to 140
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 198.95, which was -12.800000000000011 lower than the previous day. The implied volatity was 42.87, the open interest changed by 31 which increased total open position to 155
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 211.75, which was 0.6500000000000057 higher than the previous day. The implied volatity was 44.65, the open interest changed by 4 which increased total open position to 124
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 207, which was 41.400000000000006 higher than the previous day. The implied volatity was 44.64, the open interest changed by 36 which increased total open position to 120
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 166.85, which was 42.64999999999999 higher than the previous day. The implied volatity was 44.75, the open interest changed by 13 which increased total open position to 83
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 123.2, which was -2.700000000000003 lower than the previous day. The implied volatity was 44.96, the open interest changed by 45 which increased total open position to 70
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 125.9, which was 29.55 higher than the previous day. The implied volatity was 44.94, the open interest changed by 10 which increased total open position to 24
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 96.35, which was 13.35 higher than the previous day. The implied volatity was 42.89, the open interest changed by 5 which increased total open position to 13
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 83, which was -12.35 lower than the previous day. The implied volatity was 44.66, the open interest changed by 0 which decreased total open position to 8
| MCX 26-May-2026 (27d) 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.03
Theta: -1.96
Gamma: 0.00102
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 2933.00 | 74.75 | -10.349999999999994 | 42.98 | 403 | 27 | 593 |
| 28 Apr | 2898.00 | 84.95 | -33.75 | 42.07 | 1,085 | 148 | 564 |
| 27 Apr | 2830.00 | 116 | -37.55000000000001 | 43.3 | 616 | 69 | 414 |
| 24 Apr | 2760.90 | 154.5 | 14.349999999999994 | 42.68 | 436 | 134 | 343 |
| 23 Apr | 2791.40 | 140.25 | -4.849999999999994 | 42.63 | 449 | 71 | 208 |
| 22 Apr | 2783.20 | 143.95 | 14.299999999999983 | 42.74 | 219 | 3 | 137 |
| 21 Apr | 2825.60 | 132 | 11.099999999999994 | 43.8 | 77 | 36 | 134 |
| 20 Apr | 2859.10 | 124.9 | 0.15000000000000568 | 43.9 | 55 | 16 | 98 |
| 17 Apr | 2856.10 | 122 | -5.450000000000003 | 42.51 | 124 | 23 | 81 |
| 16 Apr | 2862.20 | 124.85 | -13.200000000000017 | 42.9 | 42 | 8 | 58 |
| 15 Apr | 2851.10 | 137 | -338.45 | 45.49 | 91 | 50 | 50 |
| 13 Apr | 2765.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2669.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 2657.50 | 475.45 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 2596.30 | 475.45 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 2541.90 | 475.45 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2800 expiring on 26MAY2026
Delta for 2800 PE is -0.31
Historical price for 2800 PE is as follows
On 29 Apr MCX was trading at 2933.00. The strike last trading price was 74.75, which was -10.349999999999994 lower than the previous day. The implied volatity was 42.98, the open interest changed by 27 which increased total open position to 593
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 84.95, which was -33.75 lower than the previous day. The implied volatity was 42.07, the open interest changed by 148 which increased total open position to 564
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 116, which was -37.55000000000001 lower than the previous day. The implied volatity was 43.3, the open interest changed by 69 which increased total open position to 414
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 154.5, which was 14.349999999999994 higher than the previous day. The implied volatity was 42.68, the open interest changed by 134 which increased total open position to 343
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 140.25, which was -4.849999999999994 lower than the previous day. The implied volatity was 42.63, the open interest changed by 71 which increased total open position to 208
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 143.95, which was 14.299999999999983 higher than the previous day. The implied volatity was 42.74, the open interest changed by 3 which increased total open position to 137
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 132, which was 11.099999999999994 higher than the previous day. The implied volatity was 43.8, the open interest changed by 36 which increased total open position to 134
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 124.9, which was 0.15000000000000568 higher than the previous day. The implied volatity was 43.9, the open interest changed by 16 which increased total open position to 98
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 122, which was -5.450000000000003 lower than the previous day. The implied volatity was 42.51, the open interest changed by 23 which increased total open position to 81
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 124.85, which was -13.200000000000017 lower than the previous day. The implied volatity was 42.9, the open interest changed by 8 which increased total open position to 58
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 137, which was -338.45 lower than the previous day. The implied volatity was 45.49, the open interest changed by 50 which increased total open position to 50
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 475.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 475.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 475.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
